They're arachnids but not spiders - and all that about them burrowing into camels and people is just a bunch of nonsense, they aren't even venomous - still I wouldn't want to keep one as a pet simply because it sounds like it'd be a real chore to keep one.
At the start of this video I was horrified, now I'm kind of d'awwwww. I like the fluffiness. The black camel spider he mentions is in a related video, and it looks like the patent leather dominatrix version of the fluffy one. It's also a lot more outgoing.